CME Japanese Yen Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0407 |
1.0489 |
0.0082 |
0.8% |
1.0238 |
| High |
1.0525 |
1.0593 |
0.0068 |
0.6% |
1.0593 |
| Low |
1.0365 |
1.0476 |
0.0111 |
1.1% |
1.0236 |
| Close |
1.0516 |
1.0543 |
0.0027 |
0.3% |
1.0543 |
| Range |
0.0160 |
0.0117 |
-0.0043 |
-26.9% |
0.0357 |
| ATR |
0.0138 |
0.0137 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
105,127 |
98,273 |
-6,854 |
-6.5% |
540,080 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0833 |
1.0607 |
|
| R3 |
1.0771 |
1.0716 |
1.0575 |
|
| R2 |
1.0654 |
1.0654 |
1.0564 |
|
| R1 |
1.0599 |
1.0599 |
1.0554 |
1.0627 |
| PP |
1.0537 |
1.0537 |
1.0537 |
1.0551 |
| S1 |
1.0482 |
1.0482 |
1.0532 |
1.0510 |
| S2 |
1.0420 |
1.0420 |
1.0522 |
|
| S3 |
1.0303 |
1.0365 |
1.0511 |
|
| S4 |
1.0186 |
1.0248 |
1.0479 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1528 |
1.1393 |
1.0739 |
|
| R3 |
1.1171 |
1.1036 |
1.0641 |
|
| R2 |
1.0814 |
1.0814 |
1.0608 |
|
| R1 |
1.0679 |
1.0679 |
1.0576 |
1.0747 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0491 |
| S1 |
1.0322 |
1.0322 |
1.0510 |
1.0390 |
| S2 |
1.0100 |
1.0100 |
1.0478 |
|
| S3 |
0.9743 |
0.9965 |
1.0445 |
|
| S4 |
0.9386 |
0.9608 |
1.0347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0593 |
1.0236 |
0.0357 |
3.4% |
0.0138 |
1.3% |
86% |
True |
False |
108,016 |
| 10 |
1.0604 |
1.0228 |
0.0376 |
3.6% |
0.0141 |
1.3% |
84% |
False |
False |
101,904 |
| 20 |
1.0747 |
1.0228 |
0.0519 |
4.9% |
0.0131 |
1.2% |
61% |
False |
False |
95,451 |
| 40 |
1.0909 |
1.0228 |
0.0681 |
6.5% |
0.0132 |
1.3% |
46% |
False |
False |
90,964 |
| 60 |
1.0909 |
1.0125 |
0.0784 |
7.4% |
0.0134 |
1.3% |
53% |
False |
False |
68,367 |
| 80 |
1.0909 |
1.0052 |
0.0857 |
8.1% |
0.0125 |
1.2% |
57% |
False |
False |
51,306 |
| 100 |
1.0909 |
0.9898 |
0.1011 |
9.6% |
0.0115 |
1.1% |
64% |
False |
False |
41,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0899 |
|
1.618 |
1.0782 |
|
1.000 |
1.0710 |
|
0.618 |
1.0665 |
|
HIGH |
1.0593 |
|
0.618 |
1.0548 |
|
0.500 |
1.0535 |
|
0.382 |
1.0521 |
|
LOW |
1.0476 |
|
0.618 |
1.0404 |
|
1.000 |
1.0359 |
|
1.618 |
1.0287 |
|
2.618 |
1.0170 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0540 |
1.0516 |
| PP |
1.0537 |
1.0490 |
| S1 |
1.0535 |
1.0463 |
|